NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 6.203 5.977 -0.226 -3.6% 6.257
High 6.295 5.977 -0.318 -5.1% 6.521
Low 5.855 5.736 -0.119 -2.0% 5.736
Close 5.916 5.846 -0.070 -1.2% 5.846
Range 0.440 0.241 -0.199 -45.2% 0.785
ATR 0.255 0.254 -0.001 -0.4% 0.000
Volume 1,637 2,395 758 46.3% 7,811
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.576 6.452 5.979
R3 6.335 6.211 5.912
R2 6.094 6.094 5.890
R1 5.970 5.970 5.868 5.912
PP 5.853 5.853 5.853 5.824
S1 5.729 5.729 5.824 5.671
S2 5.612 5.612 5.802
S3 5.371 5.488 5.780
S4 5.130 5.247 5.713
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.389 7.903 6.278
R3 7.604 7.118 6.062
R2 6.819 6.819 5.990
R1 6.333 6.333 5.918 6.184
PP 6.034 6.034 6.034 5.960
S1 5.548 5.548 5.774 5.399
S2 5.249 5.249 5.702
S3 4.464 4.763 5.630
S4 3.679 3.978 5.414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.521 5.736 0.785 13.4% 0.284 4.9% 14% False True 1,562
10 6.521 5.736 0.785 13.4% 0.228 3.9% 14% False True 1,302
20 6.521 5.692 0.829 14.2% 0.214 3.7% 19% False False 1,350
40 7.121 5.692 1.429 24.4% 0.218 3.7% 11% False False 1,330
60 7.708 5.692 2.016 34.5% 0.216 3.7% 8% False False 1,200
80 8.598 5.692 2.906 49.7% 0.214 3.7% 5% False False 1,094
100 9.240 5.692 3.548 60.7% 0.214 3.7% 4% False False 979
120 10.025 5.692 4.333 74.1% 0.220 3.8% 4% False False 883
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.001
2.618 6.608
1.618 6.367
1.000 6.218
0.618 6.126
HIGH 5.977
0.618 5.885
0.500 5.857
0.382 5.828
LOW 5.736
0.618 5.587
1.000 5.495
1.618 5.346
2.618 5.105
4.250 4.712
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 5.857 6.063
PP 5.853 5.991
S1 5.850 5.918

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols